variance equation in GARCH
Posted: Thu Aug 09, 2012 11:50 pm
hi
i am very confued by the variance equation edit box in eviews. whenever i try to add a lag term of GARCH into the variance equation, eviews reminds me the GRACH is undefined? does the eview can only recognise the series in the workfile?Is it possible to include a Garch(-1) term into the variance equation in eviews? thank you in advance
i am very confued by the variance equation edit box in eviews. whenever i try to add a lag term of GARCH into the variance equation, eviews reminds me the GRACH is undefined? does the eview can only recognise the series in the workfile?Is it possible to include a Garch(-1) term into the variance equation in eviews? thank you in advance